Herman J. Bierens
Professor Emeritus of Economics
Pennsylvania State University
University Park, PA 16802
Phone: (814) 364-1843
Ph.D.: University of Amsterdam, 1980
P.O. Box 187
Centre Hall, PA 16828
(Please use this address because I gave up my office at Penn State)
- Econometric Theory Plura Scripsit Award (2011)
- Fellow of the Econometric Society (2005)
- Journal of Econometrics Associate Editor Award (2005)
- Econometric Theory Multa Scripsis Award (1997)
- Fellow of the Journal of Econometrics (1996)
Previous academic affiliations
Articles and book chapters
- "Consistency and Asymptotic Normality of Sieve ML Estimators Under Low-Level
Conditions", Econometric Theory 30, 1021-1076.
- "The Hilbert Space Theoretical Foundation of Semi-Nonparametric Modeling",
Chapter 1 in: J. Racine, L. Su and A. Ullah (eds),
The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics,
Oxford University Press, 2014.
- "Semi-Nonparametric Estimation of Independently and Identically Repeated
First-Price Auctions via an Integrated Simulated Moments Method",
Journal of Econometrics 168, 2012, 108-119
(with Hosin Song).
- "Integrated Conditional Moment Tests for Parametric Conditional Distributions",
Econometric Theory 28, 2012, 328-362 (with Li Wang).
- "Time Varying Cointegration", Econometric Theory 26, 2010, 1453-1490 (with Luis Martins).
- "Semi-Nonparametric Interval-Censored Mixed Proportional
Hazard Models: Identification and Consistency Results",
Econometric Theory 24, 2008, 749-794.
- "Semi-Nonparametric Competing Risks Analysis of Recidivism"
Journal of Applied Econometrics 22, 2007, 971-993
(with Jose Carvalho).
- "Econometric Analysis of Linearized Singular Dynamic Stochastic
General Equilibrium Models", Journal of Econometrics 236,
- "Complex Unit Roots and Business Cycles: Are They Real?",
Econometric Theory 17, 2001, 962-983.
- "Nonparametric Nonlinear Co-Trending Analysis, with an Application to
Inflation and Interest in the U.S.", Journal of Business & Economic
Statistics 18, 2000, 323-337.
- "The Econometric Consequences of The Ceteris Paribus Condition
in Economic Theory", Journal of Econometrics 95, 2000, 223-253
(with Norman Swanson).
- "Asymptotic Theory of Integrated Conditional Moment Tests",
Econometrica 65, 1997, 1129-1151 (with Werner Ploberger).
- "Nonparametric Cointegration Analysis", Journal of Econometrics
77, 1997, 379-404.
- "A Consistent Conditional Moment Test of Functional Form",
Econometrica 58, 1990, 1443-1458.
- "ARMA Memory Index Modeling of Economic Time Series (with discussion)",
Econometric Theory 4, 1988, 35-59.
- "Kernel Estimators of Regression Functions", in: Truman F.Bewley (ed.),
Advances in Econometrics: Fifth World Congress, Vol.I,
Cambridge University Press, 1987, 99-144.
- "Uniform Consistency of Kernel Estimators of a Regression Function
Under Generalized Conditions", Journal of the American Statistical
Association 78, 1983, 699-707.
- "Consistent Model Specification Tests", Journal of Econometrics
20, 1982, 105-134.
[Current version: June 12, 2014]
is a free (but powerful) interactive econometrics software package, written
in Visual Basic 5. EasyReg (Easy Regression)
conducts various elementary,
intermediate, and advanced econometric estimation, testing, and data analysis
tasks on 32 bit and 64 bit Windows platforms, just by clicking the mouse.
EasyReg is designed for use in empirical research (including my
own), and for teaching econometrics at all levels. EasyReg is now open source freeware. The Visual Basic 5.0 source code can be downloaded from the
EasyReg download web page.
Semi-nonparametric modeling and inference.
Econometric applications of Hilbert space theory.
Consistent model specification testing.
Courses I have taught since 1997.
My Ph.D. students
- Lourens Broersma (Free University, Amsterdam, 1992)
- Robert de Jong (Free University, Amsterdam, 1993)
- Shengyi (Steve) Guo (SMU, 1993)
- Jose Carvalho (PSU, 2002)
- Hung-Pin Lai (PSU, 2003)
- Guang Guo (PSU, 2004)
- Luis Martins (PSU, 2005)
- Hosin Song (PSU, 2007)
- Li Wang (PSU, 2008)
- All but one together (2012)
My links page.
Department of Economics, Penn State University.
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